16 Prove Lemma 1 14 1 14 Lemma If A And B Are Independent Events Then P Ab P A Also For Any Pair Of Events A 1 (1.44 KiB) Viewed 53 times
16. Prove Lemma 1.14.
1.14 Lemma. If A and B are independent events then P(AB) = P(A). Also, for any pair of events A and B, P(AB) = P(A|B)P(B) = P(BA)P(A). From the last lemma, we see that another interpretation of independence is that knowing B doesn't change the probability of A. The formula P(AB) = P(A)P(BA) is sometimes helpful for calculating probabilities.
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